Machine learning in trading: theory, models, practice and algo-trading - page 1104
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So, no one has told how you can define a flat in a formalized way.... it's hard to define something that doesn't exist))
set a corridor from the high low for example in 20 bars, if it does not exceed n value it means a flat
set a corridor from the high low for example for 20 bars, if it does not exceed n value then it is a flat
If I understood correctly, then it does not work because:
1) there are different spans of flat
2) Flights can be of different length
Fixed parameters won't work here
If I understand correctly, it will not work because:
1) there are different spans
2) Flights can be of different lengths.
Fixed parameters won't work here.
You are stubborn, you want to be told how to look for a flat, but you see, the "obvious" things do not mean anything, if they are "obvious" then have a pattern, and if there is a pattern, then you can algorithmize it, what else do you need, an algorithm to write for you?
Actually, trend-flat is defined arbitrarily - as it is more convenient for someone. What is a trend for me, might be a flat for you. And, it is possible that at the same time, your trend for me will be a flat.
I can easily define trend or flat, but my definition for you will be completely useless and completely wrong.
what else do you need, an algorithm to write for you?
Yes!
But you won't be able to do it, because it's one thing to rattle, and solving a problem is another.
In general, the trend-flet is defined arbitrarily - as someone wants. What is a trend for me, may be a flat for you. And, it is possible, that at the same time, your trend for me will be a flat.
I can easily define the trend or the flat, but my definition for you will be completely useless and absolutely incorrect.
Well, if this is a nonparametric approach, it's already interesting
If that's the case). Is the picture a trend or a flat?
My answer is, it depends on how you like it. For me, or rather my strategy, it is a typical flat, only because you can work on a flat, even if the "trend" is cooler, it will remain a flat. To put it at all - the strategy does not make a difference too.
In other words, if it looks like a duck, walks like a duck, quacks like a duck, then it is a duck. (с)
And by the standard definition, it's a trend - level up, level down....
Well, if that's the case). Is this a trend or a flat?
Well, no one has told us how to determine the flotsam in a formalized way.... it's hard to define what doesn't exist))
If I understood correctly, then it will not work because:
1) there are different spans of flots
2) Flights can be of different lengths.
Fixed parameters won't work here.
So trends/flots are always relative to the timeframe and/or the selection of the scaling parameter(s) of the data transformation function, be it a channel break or even the ZZ slope curvature.
I think you should first decide what you want, to mark up the data retrospectively, or to mark up a non peeking indicator, which detects trends / flotsam, if it's the first then in principle the slope of ZZ will do, if the second then alas no such thing (actually there is a lot, but it does not work), but you can teach it with close to ghost success (if in pure form), but as a complex feature - it is good.
The Stochastic Trend
Whatever you call a boat, that's how it sails. (с)
Whatever you call a boat, that's how it sails. (с)